par2parCon

This function transforms an object of class <code>fHMM_parameters</code> into an
object of class <code>parCon</code>.

internal

Fitting (hierarchical) hidden Markov models to financial data
via maximum likelihood estimation. See Oelschläger, L. and Adam, T.
"Detecting bearish and bullish markets in financial time series using
hierarchical hidden Markov models" (2021, Statistical Modelling)
<doi:10.1177/1471082X211034048> for a reference.

Lennart Oelschläger

fHMM

Fitting Hidden Markov Models to Financial Data

Timo Adam

Rouven Michels

par2parCon function

<dl><dt>par</dt>
<dd>An object of class <code>fHMM_parameters</code>.</dd>
<dt>controls</dt>
<dd>An object of class <code>fHMM_controls</code>.</dd></dl>

Arguments

This function transforms an object of class fHMM_parameters into an
object of class parCon. — par2parCon

<dl>

<dt>par</dt>
<dd>An object of class <code>fHMM_parameters</code>.</dd>


<dt>controls</dt>
<dd>An object of class <code>fHMM_controls</code>.</dd>

</dl>

par2parCon: This function transforms an object of class `fHMM_parameters` into an object of class `parCon`.

Description

Usage

Value

Arguments